+520.8%
APP vs DRI
+89.0%
+431.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | -0.7% | +49.7% | +49.3% |
| 30D | +49.4% | +14.7% | +34.7% | +40.4% |
| 3M | +27.0% | +5.4% | +21.6% | +23.3% |
| 6M | -15.4% | +18.8% | -34.2% | -23.1% |
| YTD | -39.9% | +28.4% | -68.3% | -48.8% |
| 1Y | -32.0% | +37.7% | -69.6% | -44.5% |
| 3Y | +824.3% | +68.0% | +756.4% | +521.4% |
| 5Y | +252.4% | +78.8% | +173.6% | +111.1% |
| All | +520.8% | +89.0% | +431.8% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling